+82.3%
HST vs EMB
+7.3%
+75.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | +0.2% |
| 7D | +3.6% | -0.9% | +4.5% | +4.8% |
| 30D | +11.2% | +0.4% | +10.9% | +10.8% |
| 3M | +13.1% | -3.1% | +16.2% | +17.7% |
| 6M | +23.9% | -2.1% | +26.0% | +27.3% |
| YTD | +52.3% | -1.1% | +53.4% | +54.8% |
| 1Y | +56.7% | -0.1% | +56.7% | +57.2% |
| 3Y | +87.5% | +29.6% | +57.9% | +39.0% |
| All | +82.3% | +7.3% | +75.0% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling